Senior Quant Analyst (Contract/ Secondment)

SEFE MARKETING & TRADING SINGAPORE PTE. LIMITED; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

SEFE MARKETING & TRADING SINGAPORE PTE. LIMITED is seeking a quantitative professional to contribute to modelling, analysis and pricing for SEFE Trading desks in a front office setting.

You will work with Traders, Originators and Developers to deliver timely analysis and robust pricing of complex deals. The role emphasizes building and maintaining Python-based model libraries, expanding products and enhancing risk management capabilities in a fast-paced trading environment.

Qualifications

• Strong quantitative problem solving foundations in maths and stats.
• Commercially-driven problem solving mindset.
• Ability to deliver end-to-end solutions from problem to presentation.
• Understanding of financial risk and option value.
• Proficient English communication, written and verbal.

Responsibilities

• Structure and price complex deals with Traders and Originators.
• Perform ad-hoc analysis to support pricing and trading activity.
• Maintain the team's Python library and improve performance via Github workflows.
• Assist traders in developing trading and hedging strategies for the portfolio.
• Collaborate with quants and developers to expand the model library.
• Develop models to improve portfolio risk management and product types.
• Enhance processes to boost company performance.
• Understand LNG gas markets and overall commodity dynamics.

Skills

Quantitative analysis

Maths & statistics

Communication skills

Independent problem solving

Financial risk awareness

Python programming

NumPy

Pandas

Git

Trading environment experience

LNG market knowledge

Education

Degree in a highly quantitative subject

Tools

Python

NumPy

Pandas

Git

Job description

This position is ideal for a quantitative professional with strong numerical aptitude and good communication skills, who is able to perform under pressure in a front office environment.

The successful applicant will contribute to the modelling, analysis and pricing requirements of the various SEFE Trading desks. The successful candidate will work alongside other members of the team to deliver timely and accurate analysis to key stakeholders. The role involves liaising with various stakeholders such as Traders, Originators and Developers.

What you'll do

• Working with Traders, Structured Traders and Originators contributing to the structuring and pricing of complex deals.
• Performing ad-hoc analysis as necessary to support ongoing pricing / trading activity
• Take joint responsibility for the upkeep and maintenance of the team's library ( Python), driving performance improvements alongside capability enhancements via collaboration tools (Github)
• Assisting traders in the development of trading & hedging strategies around the portfolio. Primarily involving the hedging of non-linear exposures using derivatives modelling principles.
• Collaborate effectively with Traders and Structured Traders to strengthen understanding of commodity markets dynamics and apply the knowledge to improve the focus and the quality of the analysis.
• Working closely with the other quants/ developers to make use of and expand the model library.
• Develop and extend models to improve portfolio risk management, increase types of products traded and enhance processes leading to boost company performance.

What you will bring to the role

• Outstanding ability for quantitative problem solving sustained by string foundations in maths/stats
• Solid enthusiasm for commercially-driven problem solving
• Ability to work independently from formalization of the problem to delivery and presentation of the solution.
• Strong commercial acumen, combined with an understanding of financial risk and option value
• Ability to communicate complex issues in a clear, understandable manner to customer facing units
• Ability to work under pressure and to tight deadlines in a trading environment
• Ability to explain and justify the methodology used in the development of quantitative tools
• Knowledge of global gas markets in particular LNG is essential
• Should be capable of developing a good understanding of market dynamics and modelling methods and apply to real world transactions
• Python programming experience and knowledge of numpy, cripy and pandas is essential
• Experience using git. Understands the workflow when using distributed source control in a shared code base
• Experience of coding in a shared environment
• Effective written and verbal communication skills, fluency in English ( verbal and written) is essential
• Experience in a commodity or financial trading environment be an advantage
• Prior experience in risk/financial modelling would be an advantage
• Degree level (or equivalent ) education in a highly quantitative subject